Change merge shortcut?
Blender 2.8x
As of Blender 2.8x the 'Merge at Center' shortcut has been removed so you would have to create a new one. Right-click  RMB the menu item, click 'Assign Shortcut' and choose whatever you like:

Alternatively you can add it to the new 'Quick Favorites' list. That way you can access the operator by using (Q) in the viewport.  RMB the menu item and select 'Add to Quick Favorites':

Another option is to create the shortcut manually. Go to the User Preferences &gt; Keymap, then unfold 3D View &gt; Mesh &gt; Mesh (Global) and add a custom shortcut item by clicking 'Add New'. Set the identifier to mesh.merge, it's type to 'At Center' and the actual key event to W:


Blender 2.7x
As always in Blender Right-click  RMB the button (menu item in this case) and select Change Shortcut will do the trick. If you want to reset it, original shortcut (default value) is Alt+M for all merge methods (menu items). For this reason you could also disable/remove unnecessary shortcuts in this dialog to prevent that the dialog appears:


Merge At Center (without Dialog)
Another option is to set the shortcut via User Preferences (Ctrl+Alt+U). Select the Input Tab and type: merge in the search area or simply unfold 3D View &gt; Mesh &gt; Merge: